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The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may…

Statistics Theory · Mathematics 2021-03-16 Mohamed Abdelghani , Alexander Melnikov , Andrey Pak

As neural networks become more popular, the need for accompanying uncertainty estimates increases. There are currently two main approaches to test the quality of these estimates. Most methods output a density. They can be compared by…

Machine Learning · Statistics 2024-06-05 Laurens Sluijterman , Eric Cator , Tom Heskes

This paper introduces novel backtests for the risk measure Expected Shortfall (ES) following the testing idea of Mincer and Zarnowitz (1969). Estimating a regression framework for the ES stand-alone is infeasible, and thus, our tests are…

Risk Management · Quantitative Finance 2020-08-31 Sebastian Bayer , Timo Dimitriadis

Concerning bivariate least squares linear regression, the classical approach pursued for functional models in earlier attempts is reviewed using a new formalism in terms of deviation (matrix) traces. Within the framework of classical error…

Instrumentation and Methods for Astrophysics · Physics 2011-03-08 R. Caimmi

This work introduces a novel framework for evaluating LLMs' capacity to balance instruction-following with critical reasoning when presented with multiple-choice questions containing no valid answers. Through systematic evaluation across…

Computation and Language · Computer Science 2025-06-03 Gracjan Góral , Emilia Wiśnios , Piotr Sankowski , Paweł Budzianowski

In this paper, we develop an implementation of cross-validation for penalized linear mixed models. While these models have been proposed for correlated high-dimensional data, the current literature implicitly assumes that tuning parameter…

Methodology · Statistics 2025-03-19 Tabitha K. Peter , Patrick J. Breheny

Most existing evaluations of explainable machine learning (ML) methods rely on simplifying assumptions or proxies that do not reflect real-world use cases; the handful of more robust evaluations on real-world settings have shortcomings in…

Methods to correct class imbalance, i.e. imbalance between the frequency of outcome events and non-events, are receiving increasing interest for developing prediction models. We examined the effect of imbalance correction on the performance…

Methodology · Statistics 2022-02-21 Ruben van den Goorbergh , Maarten van Smeden , Dirk Timmerman , Ben Van Calster

We review recent literature that proposes to adapt ideas from classical model based optimal design of experiments to problems of data selection of large datasets. Special attention is given to bias reduction and to protection against…

Methodology · Statistics 2018-12-03 Elena Pesce , Eva Riccomagno

Mistakes in machine learning practice are commonplace, and can result in a loss of confidence in the findings and products of machine learning. This guide outlines common mistakes that occur when using machine learning, and what can be done…

Machine Learning · Computer Science 2024-08-30 Michael A. Lones

In this paper we obtain an adjusted version of the likelihood ratio test for errors-in-variables multivariate linear regression models. The error terms are allowed to follow a multivariate distribution in the class of the elliptical…

Statistics Theory · Mathematics 2011-08-05 Tatiane F. N. Melo , Silvia L. P. Ferrari

Stakeholders -- from model developers to policymakers -- seek to minimize the dual-use risks of large language models (LLMs). An open challenge to this goal is whether technical safeguards can impede the misuse of LLMs, even when models are…

Cryptography and Security · Computer Science 2024-12-11 Xiangyu Qi , Boyi Wei , Nicholas Carlini , Yangsibo Huang , Tinghao Xie , Luxi He , Matthew Jagielski , Milad Nasr , Prateek Mittal , Peter Henderson

We study the problem of mismatched likelihood ratio test. We analyze the type-\RNum{1} and \RNum{2} error exponents when the actual distributions generating the observation are different from the distributions used in the test. We derive…

Information Theory · Computer Science 2020-01-14 Parham Boroumand , Albert Guillen i Fabregas

A prominent weakness of modern language models (LMs) is their tendency to generate factually incorrect text, which hinders their usability. A natural question is whether such factual errors can be detected automatically. Inspired by…

Computation and Language · Computer Science 2023-05-23 Roi Cohen , May Hamri , Mor Geva , Amir Globerson

Multiple testing problems arise naturally in scientific studies because of the need to capture or convey more information with more variables. The literature is enormous, but the emphasis is primarily methodological, providing numerous…

Other Statistics · Statistics 2020-10-07 Yudi Pawitan , Arvid Sjölander

Using publicly available data to determine the performance of methodological contributions is important as it facilitates reproducibility and allows scrutiny of the published results. In lung nodule classification, for example, many works…

Computer Vision and Pattern Recognition · Computer Science 2021-08-13 Vasileios Baltatzis , Kyriaki-Margarita Bintsi , Loic Le Folgoc , Octavio E. Martinez Manzanera , Sam Ellis , Arjun Nair , Sujal Desai , Ben Glocker , Julia A. Schnabel

Despite the ability to train capable LLMs, the methodology for maintaining their relevancy and rectifying errors remains elusive. To this end, the past few years have witnessed a surge in techniques for editing LLMs, the objective of which…

Computation and Language · Computer Science 2023-12-01 Yunzhi Yao , Peng Wang , Bozhong Tian , Siyuan Cheng , Zhoubo Li , Shumin Deng , Huajun Chen , Ningyu Zhang

Context: Conducting experiments is central to research machine learning research to benchmark, evaluate and compare learning algorithms. Consequently it is important we conduct reliable, trustworthy experiments. Objective: We investigate…

This paper presents a method to analyze the inference patterns used by Large Language Models (LLMs) for judgment in a case study on legal LLMs, so as to identify potential incorrect representations of the LLM, according to human domain…

Artificial Intelligence · Computer Science 2025-05-21 Lu Chen , Yuxuan Huang , Yixing Li , Dongrui Liu , Qihan Ren , Shuai Zhao , Kun Kuang , Zilong Zheng , Quanshi Zhang

As large language models (LLMs) continue to advance, accurately and comprehensively evaluating their performance becomes increasingly challenging. Ranking the relative performance of LLMs based on Elo ratings, according to human judgment,…

Computation and Language · Computer Science 2023-11-14 Minghao Wu , Alham Fikri Aji